Structural properties of Markov chains with weak and strong interactions

DOI10.1016/S0304-4149(97)00066-5MaRDI QIDQ1275960zbMATH OpenFDO

Authors Q. Zhang, G. Yin

Publication date 14 January 1999

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0304-4149(97)00066-5

zbMATH Keywords

Markov chainsquasi-stationary distributionweak and strong interactionsweak convergenceweak irreducibility

Mathematics Subject Classification ID

Asymptotic expansions of solutions to ordinary differential equations (34E05) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on discrete state spaces (60J27)

Review text

A class of Markov chains with finite number of states and continuous time parameter is examined. Their generators are in the form \(\varepsilon ^{-1}A(t)+B(t)\) where the block-diagonal matrix function \(A(t)\) corresponds to the fast motion and \(B(t)\) governs the slow components. When \(\varepsilon \) tends to zero, the asymptotic behaviour is described in the \(L_2\) and weak topologies. The idea is to approximate by an aggregate process and to work out error bounds.

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Cites work

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Cited in

(10)

• Approximate aggregation of the states of a Markov chain with weak connections
• Singularly perturbed multidimensional switching diffusions with fast and slow switchings
• Occupation measures of singularly perturbed Markov chains with absorbing states
• Convergence of locally and globally interacting Markov chains.
• Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states.
• A stochastic multiscale model for electricity generation capacity expansion
• A hybrid fuzzy integral decision-making model for locating manufacturing centers in China: a case study
• Averaging for a Fully Coupled Piecewise-Deterministic Markov Process in Infinite Dimensions
• Markov chains with weak and strong interactions: Structural properties
• Stochastic models and numerical algorithms for a class of regulatory gene networks

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